As a form of the Destructor, this guy’s just a tiny bit out of scale, so I like to imagine he’s some dude in a corporate mascot costume who goes to stores promoting the actual marshmallow brand in the Ghostbusters universe. Except now, his appearance basically represents that reality’s version of 9-11, so he got canned, went crazy, and still walks around in the costume, assaulting random Times Square tourists.
It’s the only possible explanation. ONLY POSSIBLE, I say.
You can also get Slimer and Venkman sets for Lego Dimensions.